The Allman Brothers Band - Live at the Fillmore East
BB King - Live at Cook County Jail
The Pleasure Barons - Live in Las Vegas (Dave Alvin, Mojo Nixon and Montana Dick)
Commander Cody and the Lost Planet Airmen - We've Got a Live One Here
Joe Cocker - Mad Dogs and Englishmen

Usually not a big fan of live albums, I'm more of a studio album guy. These are some records that I feel capture the "live experience"...

Kiss - Alive!
Jimi - Monterey and Band of Gypsys
Deep Purple - Made in Japan
The Allman Bros - Fillmore East
Cheap Trick - Budokan
The Who - Leeds
Rush - All the World's a Stage
James Brown - Live at the Apollo
B.B. King - Live at the Regal

The Allman Brothers Band - At Fillmore East
The Rolling Stones - Get Yer Ya-Ya's Out!
Fleetwood Mac Live in Boston Vol. 1 (the Peter Green version)
Frampton Comes Alive
The Band-The Last Waltz
Led Zeppelin - How The West Was Won_________________“Properly read, the bible is the most potent force for atheism ever conceived.”
― Isaac Asimov

Lotta good selections here -- the Last Waltz, Stop Making Sense, Allman Brothers at the Fillmore East, and many more.

Another is from an underappreciated and extremely talented group and vocalist, Roxy Music and Brian Ferry, who had a reunion concert covering the span of their great careers, Live at the Apollo in 2001. It is musical and visual perfection, with styles from glam-punk to hard rock to crooner sexy ballads.

I'll just give you one taste, the title song from Avalon, Roxy Music's last LP, so damn visual, so damn sexy, so damn haunting, so damn Yanick Étienne. . . .